adelorenzo
/
stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
1,760 Commits 14 Branches 74 Tags 197 MiB
Commit Graph

1760 Commits

Author SHA1 Message Date
xmatthias 26120ff675 remove unnecessary .gitkeep 2018-06-03 23:06:37 +02:00
Gérald LONLAS e453dab4a3
Merge pull request #831 from xmatthias/backtest_export_filename 
allow export of backtesting-results to different files
 2018-06-03 13:12:38 -07:00
xmatthias 482d063638 update documentation for --export-filename 2018-06-03 19:41:34 +02:00
Janne Sinivirta 2f3b0cd422
Merge pull request #835 from gcarq/pyup-update-ccxt-1.14.120-to-1.14.121 
Update ccxt to 1.14.121
 2018-06-03 20:40:22 +03:00
xmatthias e3227a741c add --export-filename for backtesting 2018-06-03 19:36:53 +02:00
pyup-bot 4eb8295955 Update ccxt from 1.14.120 to 1.14.121 2018-06-03 19:27:08 +02:00
Samuel Husso bdb25bbcbc
Merge pull request #834 from gcarq/feature/__main__ 
Add __main__.py to improve how to launch the bot
 2018-06-03 19:28:23 +03:00
Gerald Lonlas 43696eff5c Add __main__.py to improve how to launch the bot 2018-06-03 08:57:13 -07:00
Michael Egger c6b93f8fe5
Merge pull request #833 from gcarq/fix/backtesting_doc 
Update Backtesting/Hyperopt usage documentation
 2018-06-03 17:43:41 +02:00
Gerald Lonlas d3d62e90d3 Update Backtesting/Hyperopt usage documentation 2018-06-03 08:36:01 -07:00
Janne Sinivirta 20815771ab
Merge pull request #817 from gcarq/feature/gdax 
Enable Backtesting with GDAX and allow trading with EUR/USD
 2018-06-03 17:49:20 +03:00
Janne Sinivirta b6754601ef
Merge pull request #832 from xmatthias/contrib_document 
update contributing document to include mypy
 2018-06-03 17:43:59 +03:00
xmatthias 0f352a4b5c update contributing document to include mypy 2018-06-03 15:14:51 +02:00
Samuel Husso 7d6b11cb10
Merge pull request #830 from xmatthias/refactor_fiat_list 
Refactor fiat-list to constants
 2018-06-03 15:57:23 +03:00
xmatthias 3a158faa30 Refactor fiat-list to constants 2018-06-03 13:47:36 +02:00
Matthias fff7ec1dab
Merge pull request #808 from xmatthias/mypy_typecheck 
add mypy typechecking
 2018-06-03 10:43:55 +02:00
xmatthias 50fc5f91ca Merge branch 'develop' into mypy_typecheck 2018-06-03 10:35:56 +02:00
Samuel Husso ec7c11513e
Merge pull request #829 from gcarq/pyup-update-ccxt-1.14.119-to-1.14.120 
Update ccxt to 1.14.120
 2018-06-03 11:31:50 +03:00
pyup-bot cfb06ceb58 Update ccxt from 1.14.119 to 1.14.120 2018-06-03 10:12:07 +02:00
Gerald Lonlas e8a59f4c20 Add a test to check the behavior when converting two FIAT 2018-06-03 00:13:48 -07:00
Gerald Lonlas 638d98735f Allow fiat_convert to use same symbol for Crypto and FIAT 2018-06-03 00:13:48 -07:00
Gerald Lonlas c9e49ed7b4 Sort ticker_history 
CCXT does not sort the ticker history from exchanges.
Bittrex and Binance are sorted ASC (oldest first, newest last) when
GDAX is sorted DESC (newest first, oldest last).

Because of that the get_ticker_history() fall in a very long loop
when the tickers are sorted DESC. Means it downloads more than
needed.

This commit enable exhanges like GDAX and unify the ticker_history
list across all exchanges.
 2018-06-03 00:13:48 -07:00
Gerald Lonlas acbfe91f13 Allow EUR / USD as stake_currency 
It will enable to trade with FIAT on exhanges like GDAX or Kraken.
 2018-06-03 00:13:48 -07:00
Janne Sinivirta 7edafbb772
Merge pull request #823 from creslinux/timerange_unixtime_argument 
Timerange unixtime argument
 2018-06-03 07:22:41 +03:00
Janne Sinivirta a657e3d24a
Merge pull request #826 from gcarq/fix/hyperopt-stake_currency 
Fix stake_currency returned by Hyperopt  …
 2018-06-03 07:19:24 +03:00
Janne Sinivirta 2cd8782a88
Merge pull request #825 from gcarq/fix/hyperopt-in-progress 
Fix the in-progress dot that does not show up during a Hyperopt run
 2018-06-03 07:16:39 +03:00
Gerald Lonlas fe8ff1b929 Fix stake_currency return by Hyperopt 
Hyperopt had BTC hard coded in the result. This commit  will display
the real stake_currency used.

If you used `"stake_currency": "USDT",` in your config file.
Before this commit you saw a message like:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 BTC (0.0027Σ%). Avg duration 142.5 mins."

Now with the commit, we fix the wrong BTC currency:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 USDT (0.0027Σ%). Avg duration 142.5 mins."
 2018-06-02 14:07:31 -07:00
Gerald Lonlas 127cf5d619 Backtesting: Add the Interval required when data is missing 
Change the message:
"No data for pair ETH/BTC, use --refresh-pairs-cached to download the data"
for:
"No data for pair: "ETH/BTC", Interval: 5m. Use --refresh-pairs-cached to download the data"

The message structure is unified with the download message:
"Download the pair: "ETH/BTC", Interval: 5m"
 2018-06-02 13:55:05 -07:00
Gérald LONLAS 5e99df1759
Merge pull request #824 from xmatthias/rymdluo-patch-1 
Make backtesting report markdown shareable (resubmit)
 2018-06-02 13:05:11 -07:00
creslinux 94e586c049 Added unit test to check posix time arguments passed to timerange 
Here is the pass report:
freqtrade_new creslin$ pytest freqtrade/tests/test_arguments.py
==================================================================== test session starts =====================================================================
platform darwin -- Python 3.6.5, pytest-3.6.0, py-1.5.3, pluggy-0.6.0
rootdir: /Users/creslin/PycharmProjects/freqtrade_new, inifile:
plugins: mock-1.10.0, cov-2.5.1
collected 19 items

freqtrade/tests/test_arguments.py ...................                                                                                                  [100%]

================================================================= 19 passed in 2.37 seconds ==================================================================
 2018-06-02 22:46:54 +03:00
Gerald Lonlas dc65753a64 Fix the in-progress dot that does not show up during a Hyperopt run 2018-06-02 12:35:07 -07:00
creslin 43ba02afc6 Per feed back, kept the stype as date. 
Use a tuple to keep as epoch int or process via arrow to timestamp.

I'll look at the test file also.
 2018-06-02 21:59:18 +03:00
xmatthias 9537f17dd4 Fix test 2018-06-02 20:06:29 +02:00
Raymond Luo 2791d543ea Make backtesting report markdown shareable 
Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste

Example:
![Example](https://i.imgur.com/HXlNkfm.png)
 2018-06-02 19:52:16 +02:00
creslin 9dbe5fdb85 Update back testing document to include example using Posix timestamps 
as timerange

e.g
--timerange=1527595200-1527618600
 2018-06-02 19:49:23 +03:00
creslin 6ca375a397 Extend timerange to accept unix timestamps. 
This gives greater granularity over backtest, parsing tickerfiles.

Example runs using date and unix time below.

/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=20180528-20180529
2018-06-02 18:44:58,829 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-02 18:44:58,830 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --timerange detected: 20180528-20180529 ...
2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ...
   BasePair      Pair  Correlation  BTC % Change  Pair % USD Ch  Pair % BTC Ch  Gain % on BTC        Start         Stop  BTC Volume
1  BTC_USDT   ETC_USD        0.965        -2.942         -4.070         -1.163      -1.128585  05-28 00:00  05-29 00:00      335.19
0  BTC_USDT   SNT_USD        0.943        -2.942         -5.857         -3.004      -2.915585  05-28 00:00  05-29 00:00      496.01
3  BTC_USDT  DASH_USD        0.902        -2.942         -9.034         -6.277      -6.092432  05-28 00:00  05-29 00:00      751.41
2  BTC_USDT   MTH_USD        0.954        -2.942         -9.290         -6.541      -6.348708  05-28 00:00  05-29 00:00       23.00
4  BTC_USDT   TRX_USD        0.951        -2.942        -13.647        -11.029     -10.704957  05-28 00:00  05-29 00:00    14544.57

Process finished with exit code 0

/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=1527595200-1527618600
2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --timerange detected: 1527595200-1527618600 ...
2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ...
   BasePair      Pair  Correlation  BTC % Change  Pair % USD Ch  Pair % BTC Ch  Gain % on BTC        Start         Stop  BTC Volume
0  BTC_USDT   SNT_USD        0.680           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    68866.30
1  BTC_USDT   ETC_USD        0.857           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30   227514.17
2  BTC_USDT   MTH_USD        0.790           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    12103.96
3  BTC_USDT  DASH_USD        0.862           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    72982.78
4  BTC_USDT   TRX_USD        0.178           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30  1258316.95

Process finished with exit code 0
 2018-06-02 19:45:08 +03:00
Matthias 81bb128cf7
Merge pull request #822 from gcarq/fix/misleading_log 
change misleading logging for datadir
 2018-06-02 14:50:27 +02:00
xmatthias a8bf5092e8 add ignore explanation 2018-06-02 14:18:57 +02:00
xmatthias f88729f0e8 add ignore comment 2018-06-02 14:14:28 +02:00
xmatthias 3447e4bb97 comment on ignore hint 2018-06-02 14:13:17 +02:00
xmatthias 884395415f remove type:ignore 2018-06-02 14:10:15 +02:00
xmatthias 0007002c80 fix test failure 2018-06-02 14:07:54 +02:00
xmatthias 0a595190a3 fix last typechecks 2018-06-02 13:59:35 +02:00
xmatthias 32300f6d5f don't initialize with None where it's not necessary 2018-06-02 13:55:06 +02:00
xmatthias d9e951447f remove _init function in backtesting (and according test) 2018-06-02 13:54:22 +02:00
xmatthias 6fc21e30e5 remove unused import 2018-06-02 13:52:55 +02:00
xmatthias 6106822d10 typing 2018-06-02 13:44:41 +02:00
xmatthias 4a322abd4d Typecheck improvements 2018-06-02 13:44:05 +02:00
Janne Sinivirta 52309cc292
Merge pull request #819 from gcarq/pyup-update-ccxt-1.14.96-to-1.14.119 
Update ccxt to 1.14.119
 2018-06-02 11:57:58 +03:00
Janne Sinivirta b5c41ca0fc
Merge pull request #820 from gcarq/fix/backtesting_hint 
Fix wrong hint '--update-pairs-cached' from Backtesting/Hyperopt
 2018-06-02 11:39:09 +03:00